Mark Price

Stream Description

The mark price for all option symbols on specific underlying asset. E.g.btcusdt@optionMarkPrice

URL PATH

/market

Stream Name

<underlying>@optionMarkPrice

Update Speed

1000ms

Response Example

[
    {
        "s": "BTC-251120-126000-C",    // Symbol
        "mp": "770.543",               // Mark price
        "E": 1762867543321,            // Event time
        "e": "markPrice",              // Event type
        "i": "104334.60217391",        // Index price
        "P": "0.000",                  // Estimated Settle Price, only useful in the 0.5 hour before the settlement starts
        "bo": "0.000",                 // The best buy price
        "ao": "900.000",               // The best sell price
        "bq": "0.0000",                // The best buy quantity
        "aq": "0.2000",                // The best sell quantity
        "b": "-1.0",                   // BuyImplied volatility
        "a": "0.98161161",             // SellImplied volatility 
        "hl": "924.652",               // Buy Maximum price 
        "ll": "616.435",               // Sell Minimum price
        "vo": "0.9408058",             // volatility
        "rf": "0.0",                   // risk free rate
        "d": "0.11111964",             // delta
        "t": "-164.26702615",          // theta
        "g": "0.00001245",             // gamma
        "v": "30.63855919"             // vega
    },
    {
        "s": "BTC-251123-126000-C",
        "mp": "1249.61",
        "E": 1762867543321,
        "e": "markPrice",
        "i": "104334.60217391",
        "P": "0.000",
        "bo": "1200.000",
        "ao": "1300.000",
        "bq": "0.3000",
        "aq": "0.6000",
        "b": "0.92159033",
        "a": "0.94461441",
        "hl": "1499.533",
        "ll": "999.688",
        "vo": "0.93310237",
        "rf": "0.0",
        "d": "0.14869196",
        "t": "-172.12148811",
        "g": "0.00001326",
        "v": "43.43627792"
    }
]